+8,297.1%
GEN vs RVTY
+2,416.7%
+5,880.4%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.1% |
| 7D | -1.2% | +1.1% | -2.3% | -1.5% |
| 30D | +10.1% | +13.2% | -3.1% | +6.0% |
| 3M | +16.1% | +27.2% | -11.2% | +7.3% |
| 6M | +38.9% | +32.4% | +6.4% | +26.0% |
| YTD | +14.4% | +34.9% | -20.4% | +3.1% |
| 1Y | +5.9% | +52.4% | -46.5% | -8.5% |
| 3Y | +58.8% | +12.3% | +46.5% | +46.6% |
| 5Y | +24.7% | -30.8% | +55.5% | +30.2% |
| 10Y | +163.1% | +150.7% | +12.4% | +78.7% |
| All | +8,297.1% | +2,416.7% | +5,880.4% | +1,730.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RVTY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling